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视频有效期：6个月
视频时长：约82小时
详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.市场风险(已更完)
1 - Estimating Market Risk Measures(1)
1 - Estimating Market Risk Measures(2)
2 - Non-parametric Approaches(1)
2 - Non-parametric Approaches(2)
3 - Extreme Value
4 - Backtesting VaR
5 - VaR Mapping(1)
5 - VaR Mapping(2)
6 - Risk Measurement for Trading Book
7 - Some Correlation Basics (1)
7 - Some Correlation Basics (2)
8 - Empirical Properties of Correlation
9 - Financial Correlation Modeling - Bottom-Up Approaches
10 - Empirical Approaches to Risk Metrics and Hedging
11- The Science of Term Structure Models(1)
11- The Science of Term Structure Models(2)
12 - The Evolution of Short Rates and the Shape of the Term Structure
13 - The Art of Term Structure Models Drift
14 - The Art of Term Structure Models Volatility and Distribution
15 - Volatility Smiles
16 - Fundamental Review of the Trading Book
2.信用风险(已更完)
1.The Credit Decision (1)
2.The Credit Decision (2)
3.The Credit Analyst
4.Capital Structure in Banks (1)
5.Capital Structure in Banks (2)
6.Rating Assignment Methodologies (Actuarial Method) (1)
7.Rating Assignment Methodologies (Actuarial Method) (2)
8.Rating Assignment Methodologies (Other Methods) (1)
9.Rating Assignment Methodologies (Other Methods) (2)
10.Rating Assignment Methodologies (Other Methods) (3)
11.Credit Risks and Credit Derivatives (Merton Model & KMV)
12.Credit Risks and Credit Derivatives (CreditMetrics & CreditRisk+)
13.Spread Risk and Default Intensity Models (1)
14.Spread Risk and Default Intensity Models (2)
15.Portfolio Credit Risk
16.Structured Credit Risk (1)
17.Structured Credit Risk (2)
18.Structured Credit Risk (3)
19.Structured Credit Risk (4)
20.Counterparty Risk and Beyond
21.Netting, Close-out and Related Aspects (1)
22.Netting, Close-out and Related Aspects (2)
23.Margin (Collateral) and Settlement (1)
24.Margin (Collateral) and Settlement (2)
25.Future Value and Exposure (1)
26.Future Value and Exposure (2)
27.Future Value and Exposure (3)
28.CVA (1)
29.CVA (2)
30.CVA (3)
31.The Evolution of Stress Testing Counterparty Exposures
32.Credit Scoring and Retail Credit Risk Management
33.The Credit Transfer Markets –and Their Implications (1)
34.The Credit Transfer Markets –and Their Implications (2)
35.An introduction to Securitization (1)
36.An introduction to Securitization (2)
37.Understanding the securitization of Subprime Mortgage Credit (1)
38.Understanding the securitization of Subprime Mortgage Credit (2)
3.操作风险(已更完)
1 - Principles for the Sound Management of Operational Risk(1)
1 - Principles for the Sound Management of Operational Risk(2)
2 - Enterprise Risk Management Theory and Practice
3 - What is ERM
4 - Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions
5 - Banking Conduct and Culture A Permanent Mindset Change
6 - Risk Culture
7 - OpRisk Data and Governance(1)
7 - OpRisk Data and Governance(2)
8 - Supervisory Guidance on Model Risk Management(1)
8 - Supervisory Guidance on Model Risk Management(2)
9 - Information Risk and Data Quality Management
10 - Validating Rating Models
11 - Assessing the Quality of Risk Measures
12 - Risk Capital Attribution and Risk-Adjusted Performance Measurement
13 - Range of practices and issues in economic capital frameworks
14 - Capital Planning at Large Bank Holding Companies
15 - Stress Testing Banks
16 - Guidance on Managing Outsourcing Risk
17 - Management of Risks Associated with Money Laundering and Financing of Terrorism
18 - Regulation of the OTC Derivatives Market
19 - Capital Regulation Before the Global Financial Crisis(1)
19 - Capital Regulation Before the Global Financial Crisis(2)
19 - Capital Regulation Before the Global Financial Crisis(3)
19 - Capital Regulation Before the Global Financial Crisis(4)
19 - Capital Regulation Before the Global Financial Crisis(5)
20 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(1)
20 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(2)
20 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(3)
21 - High-Level Summary of Basel Ⅲ Reforms(1)
21 - High-Level Summary of Basel Ⅲ Reforms(2)
22 - Basel Ⅲ-Finalising Post-Crisis Reforms
23 - The Cyber-Resilient Organization
24 - Cyber-Resilience- Range of Practices
25 - Operational Resilience- Impact Tolerance
26 - Principles for Operational Resilience
27 - Striving for Operational Resilience
4.投资风险(已更完)
1 - Factor Theory(1)
1 - Factor Theory(2)
2 - Factors(1)
2 - Factors(2)
3 - Alpha (and the Low-Risk Anomaly)(1)
3 - Alpha (and the Low-Risk Anomaly)(2)
3 - Alpha (and the Low-Risk Anomaly)(3)
4 - Portfolio Construction(1)
4 - Portfolio Construction(2)
5 - Portfolio Risk
6 - VaR and Risk Budgeting in Investment Management(1)
6 - VaR and Risk Budgeting in Investment Management(2)
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation(1)
8 - Portfolio Performance Evaluation(2)
9 - Hedge Funds(1)
9 - Hedge Funds(2)
10 - Performing Due Diligence on Specific Managers and Funds
5.流动性风险(已更完)
1 - Liquidity Risk(1)
1 - Liquidity Risk(2)
1 - Liquidity Risk(3)
1 - Liquidity Risk(4)
2 - Liquidity and Leverage(1)
2 - Liquidity and Leverage(2)
2 - Liquidity and Leverage(3)
3 - Early Warning Indicators
4 - The Investment Function in Financial-Services Management
5 - Liquidity And Reserves Management Strategies And Policies(1)
5 - Liquidity And Reserves Management Strategies And Policies(2)
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity(1)
7 - Monitoring Liquidity(2)
8 - The Failure Mechanics of Dealer Banks
9 - Liquidity Stress Testing
10 - Liquidity Risk Reporting and Stress Testing
11 - Contingency Funding Planning
12 - Managing and Pricing Deposit Services
13 - Managing Nondeposit liabilities
14 - Repurchase Agreements and Financing(1)
14 - Repurchase Agreements and Financing(2)
15 - Liquidity Transfer Pricing(1)
15 - Liquidity Transfer Pricing(2)
16 - The us dollar shortage in global banking
17 - Covered interest Parity lost
18 - Risk Management tor Changing Interest Rates(1)
18 - Risk Management tor Changing Interest Rates(2)
19 - Illiquidity asset(1)
19 - Illiquidity asset(2)
6.金融时事分析(已更完)
0-1 current issues课程介绍
1-1 paper1
1-2 paper1
2-1 paper2
3-1 paper3
3-2 paper3
4-1 paper4
5-1 paper5
6-1 paper6
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